I had the same problem with using softer compound tires like the Bridgestone S-03's and Toyo Proxis T-1S. It only lasted about 10,000 miles each set then I needed a new set.
Handling and braking was great but I couldn't afford to keep changing tires. I went to the Bridgestone RE-950's and so far I have almost 22,000 miles on it and looks like I have half the treads left. Personally, I am happy with tires right now. Especially in the pocketbook.
I hope this helps.
1987 260E Charcoal Grey 157,000 Miles
1987 260E Forest Green 120,000 Miles